-34.0%
GDDY vs ACGL
+5.9%
-39.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.2% | -2.0% | -1.1% | -2.0% |
| 30D | +6.8% | -1.2% | +8.0% | +7.7% |
| 3M | +30.5% | +5.4% | +25.0% | +30.7% |
| 6M | +13.3% | +1.4% | +12.0% | +14.2% |
| YTD | -21.0% | +0.2% | -21.1% | -20.7% |
| 1Y | -34.0% | +4.1% | -38.1% | -33.8% |
| All | -34.0% | +5.9% | -39.9% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling